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Merge pull request #6632 from freqtrade/short_terminology

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Short terminology
This commit is contained in:
Matthias
2022-04-03 11:10:16 +02:00
committed by GitHub
parent 240ca421af d94b73b396
commit d054916439
38 changed files with 269 additions and 246 deletions
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2
freqtrade/data/btanalysis.py
View File

@@ -22,7 +22,7 @@ logger = logging.getLogger(__name__)
BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
'open_rate', 'close_rate',
'fee_open', 'fee_close', 'trade_duration',
'profit_ratio', 'profit_abs', 'sell_reason',
'profit_ratio', 'profit_abs', 'exit_reason',
'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs',
'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'enter_tag',
'is_short'

12
freqtrade/freqtradebot.py
View File

@@ -1010,7 +1010,7 @@ class FreqtradeBot(LoggingMixin):
# We check if stoploss order is fulfilled
if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'):
trade.sell_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
trade.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order,
stoploss_order=True)
# Lock pair for one candle to prevent immediate rebuys
@@ -1286,7 +1286,7 @@ class FreqtradeBot(LoggingMixin):
trade.close_date = None
trade.is_open = True
trade.open_order_id = None
trade.sell_reason = None
trade.exit_reason = None
cancelled = True
else:
# TODO: figure out how to handle partially complete sell orders
@@ -1416,7 +1416,7 @@ class FreqtradeBot(LoggingMixin):
trade.open_order_id = order['id']
trade.sell_order_status = ''
trade.close_rate_requested = limit
trade.sell_reason = exit_tag or exit_check.exit_reason
trade.exit_reason = exit_tag or exit_check.exit_reason
# Lock pair for one candle to prevent immediate re-trading
self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
@@ -1461,7 +1461,8 @@ class FreqtradeBot(LoggingMixin):
'profit_ratio': profit_ratio,
'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag,
'sell_reason': trade.sell_reason,
'sell_reason': trade.exit_reason, # Deprecated
'exit_reason': trade.exit_reason,
'open_date': trade.open_date,
'close_date': trade.close_date or datetime.utcnow(),
'stake_currency': self.config['stake_currency'],
@@ -1509,7 +1510,8 @@ class FreqtradeBot(LoggingMixin):
'profit_ratio': profit_ratio,
'buy_tag': trade.enter_tag,
'enter_tag': trade.enter_tag,
'sell_reason': trade.sell_reason,
'sell_reason': trade.exit_reason, # Deprecated
'exit_reason': trade.exit_reason,
'open_date': trade.open_date,
'close_date': trade.close_date or datetime.now(timezone.utc),
'stake_currency': self.config['stake_currency'],

6
freqtrade/optimize/backtesting.py
View File

@@ -555,7 +555,7 @@ class Backtesting:
current_time=sell_candle_time):
return None
trade.sell_reason = sell.exit_reason
trade.exit_reason = sell.exit_reason
# Checks and adds an exit tag, after checking that the length of the
# sell_row has the length for an exit tag column
@@ -564,7 +564,7 @@ class Backtesting:
and sell_row[EXIT_TAG_IDX] is not None
and len(sell_row[EXIT_TAG_IDX]) > 0
):
trade.sell_reason = sell_row[EXIT_TAG_IDX]
trade.exit_reason = sell_row[EXIT_TAG_IDX]
self.order_id_counter += 1
order = Order(
@@ -810,7 +810,7 @@ class Backtesting:
sell_row = data[pair][-1]
trade.close_date = sell_row[DATE_IDX].to_pydatetime()
trade.sell_reason = ExitType.FORCE_SELL.value
trade.exit_reason = ExitType.FORCE_SELL.value
trade.close(sell_row[OPEN_IDX], show_msg=False)
LocalTrade.close_bt_trade(trade)
# Deepcopy object to have wallets update correctly

21
freqtrade/optimize/optimize_reports.py
View File

@@ -166,7 +166,7 @@ def generate_tag_metrics(tag_type: str,
return []
def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
def generate_exit_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
"""
Generate small table outlining Backtest results
:param max_open_trades: Max_open_trades parameter
@@ -175,8 +175,8 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
"""
tabular_data = []
for reason, count in results['sell_reason'].value_counts().iteritems():
result = results.loc[results['sell_reason'] == reason]
for reason, count in results['exit_reason'].value_counts().iteritems():
result = results.loc[results['exit_reason'] == reason]
profit_mean = result['profit_ratio'].mean()
profit_sum = result['profit_ratio'].sum()
@@ -184,7 +184,7 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
tabular_data.append(
{
'sell_reason': reason,
'exit_reason': reason,
'trades': count,
'wins': len(result[result['profit_abs'] > 0]),
'draws': len(result[result['profit_abs'] == 0]),
@@ -382,7 +382,7 @@ def generate_strategy_stats(pairlist: List[str],
enter_tag_results = generate_tag_metrics("enter_tag", starting_balance=start_balance,
results=results, skip_nan=False)
exit_reason_stats = generate_sell_reason_stats(max_open_trades=max_open_trades,
exit_reason_stats = generate_exit_reason_stats(max_open_trades=max_open_trades,
results=results)
left_open_results = generate_pair_metrics(pairlist, stake_currency=stake_currency,
starting_balance=start_balance,
@@ -406,7 +406,7 @@ def generate_strategy_stats(pairlist: List[str],
'worst_pair': worst_pair,
'results_per_pair': pair_results,
'results_per_enter_tag': enter_tag_results,
'sell_reason_summary': exit_reason_stats,
'exit_reason_summary': exit_reason_stats,
'left_open_trades': left_open_results,
# 'days_breakdown_stats': days_breakdown_stats,
@@ -572,7 +572,7 @@ def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: st
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
def text_table_exit_reason(sell_reason_stats: List[Dict[str, Any]], stake_currency: str) -> str:
def text_table_exit_reason(exit_reason_stats: List[Dict[str, Any]], stake_currency: str) -> str:
"""
Generate small table outlining Backtest results
:param sell_reason_stats: Exit reason metrics
@@ -590,12 +590,12 @@ def text_table_exit_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren
]
output = [[
t['sell_reason'], t['trades'],
t.get('exit_reason', t.get('sell_reason')), t['trades'],
_generate_wins_draws_losses(t['wins'], t['draws'], t['losses']),
t['profit_mean_pct'], t['profit_sum_pct'],
round_coin_value(t['profit_total_abs'], stake_currency, False),
t['profit_total_pct'],
] for t in sell_reason_stats]
] for t in exit_reason_stats]
return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
@@ -813,7 +813,8 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
print(' ENTER TAG STATS '.center(len(table.splitlines()[0]), '='))
print(table)
table = text_table_exit_reason(sell_reason_stats=results['sell_reason_summary'],
exit_reasons = results.get('exit_reason_summary', results.get('sell_reason_summary'))
table = text_table_exit_reason(exit_reason_stats=exit_reasons,
stake_currency=stake_currency)
if isinstance(table, str) and len(table) > 0:
print(' EXIT REASON STATS '.center(len(table.splitlines()[0]), '='))

8
freqtrade/persistence/migrations.py
View File

@@ -74,7 +74,7 @@ def migrate_trades_and_orders_table(
stoploss_last_update = get_column_def(cols, 'stoploss_last_update', 'null')
max_rate = get_column_def(cols, 'max_rate', '0.0')
min_rate = get_column_def(cols, 'min_rate', 'null')
sell_reason = get_column_def(cols, 'sell_reason', 'null')
exit_reason = get_column_def(cols, 'sell_reason', get_column_def(cols, 'exit_reason', 'null'))
strategy = get_column_def(cols, 'strategy', 'null')
enter_tag = get_column_def(cols, 'buy_tag', get_column_def(cols, 'enter_tag', 'null'))
@@ -136,7 +136,7 @@ def migrate_trades_and_orders_table(
stake_amount, amount, amount_requested, open_date, close_date, open_order_id,
stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
stoploss_order_id, stoploss_last_update,
max_rate, min_rate, sell_reason, sell_order_status, strategy, enter_tag,
max_rate, min_rate, exit_reason, sell_order_status, strategy, enter_tag,
timeframe, open_trade_value, close_profit_abs,
trading_mode, leverage, liquidation_price, is_short,
interest_rate, funding_fees
@@ -152,7 +152,7 @@ def migrate_trades_and_orders_table(
{initial_stop_loss} initial_stop_loss,
{initial_stop_loss_pct} initial_stop_loss_pct,
{stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
{max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
{max_rate} max_rate, {min_rate} min_rate, {exit_reason} exit_reason,
{sell_order_status} sell_order_status,
{strategy} strategy, {enter_tag} enter_tag, {timeframe} timeframe,
{open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs,
@@ -234,7 +234,7 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
# Migrates both trades and orders table!
# if ('orders' not in previous_tables
# or not has_column(cols_orders, 'leverage')):
if not has_column(cols, 'liquidation_price'):
if not has_column(cols, 'exit_reason'):
logger.info(f"Running database migration for trades - "
f"backup: {table_back_name}, {order_table_bak_name}")
migrate_trades_and_orders_table(

36
freqtrade/persistence/models.py
View File

@@ -316,7 +316,7 @@ class LocalTrade():
max_rate: float = 0.0
# Lowest price reached
min_rate: float = 0.0
sell_reason: str = ''
exit_reason: str = ''
sell_order_status: str = ''
strategy: str = ''
enter_tag: Optional[str] = None
@@ -459,7 +459,8 @@ class LocalTrade():
'profit_pct': round(self.close_profit * 100, 2) if self.close_profit else None,
'profit_abs': self.close_profit_abs,
'sell_reason': self.sell_reason,
'sell_reason': self.exit_reason, # Deprecated
'exit_reason': self.exit_reason,
'sell_order_status': self.sell_order_status,
'stop_loss_abs': self.stop_loss,
'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None,
@@ -618,7 +619,7 @@ class LocalTrade():
elif order.ft_order_side == 'stoploss':
self.stoploss_order_id = None
self.close_rate_requested = self.stop_loss
self.sell_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
self.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
if self.is_open:
logger.info(f'{order.order_type.upper()} is hit for {self}.')
self.close(order.safe_price)
@@ -947,6 +948,11 @@ class LocalTrade():
"""
return len(self.select_filled_orders('sell'))
@property
def sell_reason(self) -> str:
""" DEPRECATED! Please use exit_reason instead."""
return self.exit_reason
@staticmethod
def get_trades_proxy(*, pair: str = None, is_open: bool = None,
open_date: datetime = None, close_date: datetime = None,
@@ -1076,7 +1082,7 @@ class Trade(_DECL_BASE, LocalTrade):
max_rate = Column(Float, nullable=True, default=0.0)
# Lowest price reached
min_rate = Column(Float, nullable=True)
sell_reason = Column(String(100), nullable=True)
exit_reason = Column(String(100), nullable=True)
sell_order_status = Column(String(100), nullable=True)
strategy = Column(String(100), nullable=True)
enter_tag = Column(String(100), nullable=True)
@@ -1283,7 +1289,7 @@ class Trade(_DECL_BASE, LocalTrade):
]
@staticmethod
def get_sell_reason_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
def get_exit_reason_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
"""
Returns List of dicts containing all Trades, based on sell reason performance
Can either be average for all pairs or a specific pair provided
@@ -1295,30 +1301,30 @@ class Trade(_DECL_BASE, LocalTrade):
filters.append(Trade.pair == pair)
sell_tag_perf = Trade.query.with_entities(
Trade.sell_reason,
Trade.exit_reason,
func.sum(Trade.close_profit).label('profit_sum'),
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
func.count(Trade.pair).label('count')
).filter(*filters)\
.group_by(Trade.sell_reason) \
.group_by(Trade.exit_reason) \
.order_by(desc('profit_sum_abs')) \
.all()
return [
{
'sell_reason': sell_reason if sell_reason is not None else "Other",
'exit_reason': exit_reason if exit_reason is not None else "Other",
'profit_ratio': profit,
'profit_pct': round(profit * 100, 2),
'profit_abs': profit_abs,
'count': count
}
for sell_reason, profit, profit_abs, count in sell_tag_perf
for exit_reason, profit, profit_abs, count in sell_tag_perf
]
@staticmethod
def get_mix_tag_performance(pair: Optional[str]) -> List[Dict[str, Any]]:
"""
Returns List of dicts containing all Trades, based on buy_tag + sell_reason performance
Returns List of dicts containing all Trades, based on entry_tag + exit_reason performance
Can either be average for all pairs or a specific pair provided
NOTE: Not supported in Backtesting.
"""
@@ -1330,7 +1336,7 @@ class Trade(_DECL_BASE, LocalTrade):
mix_tag_perf = Trade.query.with_entities(
Trade.id,
Trade.enter_tag,
Trade.sell_reason,
Trade.exit_reason,
func.sum(Trade.close_profit).label('profit_sum'),
func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
func.count(Trade.pair).label('count')
@@ -1340,12 +1346,12 @@ class Trade(_DECL_BASE, LocalTrade):
.all()
return_list: List[Dict] = []
for id, enter_tag, sell_reason, profit, profit_abs, count in mix_tag_perf:
for id, enter_tag, exit_reason, profit, profit_abs, count in mix_tag_perf:
enter_tag = enter_tag if enter_tag is not None else "Other"
sell_reason = sell_reason if sell_reason is not None else "Other"
exit_reason = exit_reason if exit_reason is not None else "Other"
if(sell_reason is not None and enter_tag is not None):
mix_tag = enter_tag + " " + sell_reason
if(exit_reason is not None and enter_tag is not None):
mix_tag = enter_tag + " " + exit_reason
i = 0
if not any(item["mix_tag"] == mix_tag for item in return_list):
return_list.append({'mix_tag': mix_tag,

2
freqtrade/plot/plotting.py
View File

@@ -240,7 +240,7 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
trades['desc'] = trades.apply(
lambda row: f"{row['profit_ratio']:.2%}, " +
(f"{row['enter_tag']}, " if row['enter_tag'] is not None else "") +
f"{row['sell_reason']}, " +
f"{row['exit_reason']}, " +
f"{row['trade_duration']} min",
axis=1)
trade_buys = go.Scatter(

12
freqtrade/plugins/protections/stoploss_guard.py
View File

@@ -41,19 +41,9 @@ class StoplossGuard(IProtection):
Evaluate recent trades
"""
look_back_until = date_now - timedelta(minutes=self._lookback_period)
# filters = [
# Trade.is_open.is_(False),
# Trade.close_date > look_back_until,
# or_(Trade.sell_reason == ExitType.STOP_LOSS.value,
# and_(Trade.sell_reason == ExitType.TRAILING_STOP_LOSS.value,
# Trade.close_profit < 0))
# ]
# if pair:
# filters.append(Trade.pair == pair)
# trades = Trade.get_trades(filters).all()
trades1 = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until)
trades = [trade for trade in trades1 if (str(trade.sell_reason) in (
trades = [trade for trade in trades1 if (str(trade.exit_reason) in (
ExitType.TRAILING_STOP_LOSS.value, ExitType.STOP_LOSS.value,
ExitType.STOPLOSS_ON_EXCHANGE.value)
and trade.close_profit and trade.close_profit < 0)]

5
freqtrade/rpc/api_server/api_schemas.py
View File

@@ -113,7 +113,7 @@ class SellReason(BaseModel):
class Stats(BaseModel):
sell_reasons: Dict[str, SellReason]
exit_reasons: Dict[str, SellReason]
durations: Dict[str, Optional[float]]
@@ -235,7 +235,8 @@ class TradeSchema(BaseModel):
profit_pct: Optional[float]
profit_abs: Optional[float]
profit_fiat: Optional[float]
sell_reason: Optional[str]
sell_reason: Optional[str] # Deprecated
exit_reason: Optional[str]
sell_order_status: Optional[str]
stop_loss_abs: Optional[float]
stop_loss_ratio: Optional[float]

18
freqtrade/rpc/rpc.py
View File

@@ -428,13 +428,13 @@ class RPC:
return 'losses'
else:
return 'draws'
trades = trades = Trade.get_trades([Trade.is_open.is_(False)])
trades: List[Trade] = Trade.get_trades([Trade.is_open.is_(False)])
# Sell reason
sell_reasons = {}
exit_reasons = {}
for trade in trades:
if trade.sell_reason not in sell_reasons:
sell_reasons[trade.sell_reason] = {'wins': 0, 'losses': 0, 'draws': 0}
sell_reasons[trade.sell_reason][trade_win_loss(trade)] += 1
if trade.exit_reason not in exit_reasons:
exit_reasons[trade.exit_reason] = {'wins': 0, 'losses': 0, 'draws': 0}
exit_reasons[trade.exit_reason][trade_win_loss(trade)] += 1
# Duration
dur: Dict[str, List[int]] = {'wins': [], 'draws': [], 'losses': []}
@@ -448,7 +448,7 @@ class RPC:
losses_dur = sum(dur['losses']) / len(dur['losses']) if len(dur['losses']) > 0 else None
durations = {'wins': wins_dur, 'draws': draws_dur, 'losses': losses_dur}
return {'sell_reasons': sell_reasons, 'durations': durations}
return {'exit_reasons': exit_reasons, 'durations': durations}
def _rpc_trade_statistics(
self, stake_currency: str, fiat_display_currency: str,
@@ -848,16 +848,16 @@ class RPC:
"""
return Trade.get_enter_tag_performance(pair)
def _rpc_sell_reason_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
def _rpc_exit_reason_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
"""
Handler for sell reason performance.
Shows a performance statistic from finished trades
"""
return Trade.get_sell_reason_performance(pair)
return Trade.get_exit_reason_performance(pair)
def _rpc_mix_tag_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]:
"""
Handler for mix tag (enter_tag + sell_reason) performance.
Handler for mix tag (enter_tag + exit_reason) performance.
Shows a performance statistic from finished trades
"""
mix_tags = Trade.get_mix_tag_performance(pair)

51
freqtrade/rpc/telegram.py
View File

@@ -108,7 +108,8 @@ class Telegram(RPCHandler):
# this needs refactoring of the whole telegram module (same
# problem in _help()).
valid_keys: List[str] = [r'/start$', r'/stop$', r'/status$', r'/status table$',
r'/trades$', r'/performance$', r'/buys', r'/sells', r'/mix_tags',
r'/trades$', r'/performance$', r'/buys', r'/entries',
r'/sells', r'/exits', r'/mix_tags',
r'/daily$', r'/daily \d+$', r'/profit$', r'/profit \d+',
r'/stats$', r'/count$', r'/locks$', r'/balance$',
r'/stopbuy$', r'/reload_config$', r'/show_config$',
@@ -161,7 +162,7 @@ class Telegram(RPCHandler):
CommandHandler('delete', self._delete_trade),
CommandHandler('performance', self._performance),
CommandHandler(['buys', 'entries'], self._enter_tag_performance),
CommandHandler('sells', self._sell_reason_performance),
CommandHandler(['sells', 'exits'], self._exit_reason_performance),
CommandHandler('mix_tags', self._mix_tag_performance),
CommandHandler('stats', self._stats),
CommandHandler('daily', self._daily),
@@ -192,8 +193,8 @@ class Telegram(RPCHandler):
CallbackQueryHandler(self._performance, pattern='update_performance'),
CallbackQueryHandler(self._enter_tag_performance,
pattern='update_enter_tag_performance'),
CallbackQueryHandler(self._sell_reason_performance,
pattern='update_sell_reason_performance'),
CallbackQueryHandler(self._exit_reason_performance,
pattern='update_exit_reason_performance'),
CallbackQueryHandler(self._mix_tag_performance, pattern='update_mix_tag_performance'),
CallbackQueryHandler(self._count, pattern='update_count'),
CallbackQueryHandler(self._forceenter_inline),
@@ -290,7 +291,7 @@ class Telegram(RPCHandler):
f"*{'Profit' if is_fill else 'Unrealized Profit'}:* "
f"`{msg['profit_ratio']:.2%}{msg['profit_extra']}`\n"
f"*Enter Tag:* `{msg['enter_tag']}`\n"
f"*Exit Reason:* `{msg['sell_reason']}`\n"
f"*Exit Reason:* `{msg['exit_reason']}`\n"
f"*Duration:* `{msg['duration']} ({msg['duration_min']:.1f} min)`\n"
f"*Direction:* `{msg['direction']}`\n"
f"{msg['leverage_text']}"
@@ -361,7 +362,7 @@ class Telegram(RPCHandler):
if isinstance(sell_noti, str):
noti = sell_noti
else:
noti = sell_noti.get(str(msg['sell_reason']), default_noti)
noti = sell_noti.get(str(msg['exit_reason']), default_noti)
else:
noti = self._config['telegram'] \
.get('notification_settings', {}).get(str(msg_type), default_noti)
@@ -384,7 +385,7 @@ class Telegram(RPCHandler):
return "\N{ROCKET}"
elif float(msg['profit_percent']) >= 0.0:
return "\N{EIGHT SPOKED ASTERISK}"
elif msg['sell_reason'] == "stop_loss":
elif msg['exit_reason'] == "stop_loss":
return "\N{WARNING SIGN}"
else:
return "\N{CROSS MARK}"
@@ -466,7 +467,7 @@ class Telegram(RPCHandler):
for r in results:
r['open_date_hum'] = arrow.get(r['open_date']).humanize()
r['num_entries'] = len([o for o in r['orders'] if o['ft_is_entry']])
r['sell_reason'] = r.get('sell_reason', "")
r['exit_reason'] = r.get('exit_reason', "")
lines = [
"*Trade ID:* `{trade_id}`" +
("` (since {open_date_hum})`" if r['is_open'] else ""),
@@ -475,7 +476,7 @@ class Telegram(RPCHandler):
"*Leverage:* `{leverage}`" if r.get('leverage') else "",
"*Amount:* `{amount} ({stake_amount} {base_currency})`",
"*Enter Tag:* `{enter_tag}`" if r['enter_tag'] else "",
"*Exit Reason:* `{sell_reason}`" if r['sell_reason'] else "",
"*Exit Reason:* `{exit_reason}`" if r['exit_reason'] else "",
]
if position_adjust:
@@ -771,23 +772,23 @@ class Telegram(RPCHandler):
'force_sell': 'Forcesell',
'emergency_sell': 'Emergency Sell',
}
sell_reasons_tabulate = [
exit_reasons_tabulate = [
[
reason_map.get(reason, reason),
sum(count.values()),
count['wins'],
count['losses']
] for reason, count in stats['sell_reasons'].items()
] for reason, count in stats['exit_reasons'].items()
]
sell_reasons_msg = 'No trades yet.'
for reason in chunks(sell_reasons_tabulate, 25):
sell_reasons_msg = tabulate(
exit_reasons_msg = 'No trades yet.'
for reason in chunks(exit_reasons_tabulate, 25):
exit_reasons_msg = tabulate(
reason,
headers=['Sell Reason', 'Sells', 'Wins', 'Losses']
headers=['Exit Reason', 'Exits', 'Wins', 'Losses']
)
if len(sell_reasons_tabulate) > 25:
self._send_msg(sell_reasons_msg, ParseMode.MARKDOWN)
sell_reasons_msg = ''
if len(exit_reasons_tabulate) > 25:
self._send_msg(exit_reasons_msg, ParseMode.MARKDOWN)
exit_reasons_msg = ''
durations = stats['durations']
duration_msg = tabulate(
@@ -799,7 +800,7 @@ class Telegram(RPCHandler):
],
headers=['', 'Avg. Duration']
)
msg = (f"""```\n{sell_reasons_msg}```\n```\n{duration_msg}```""")
msg = (f"""```\n{exit_reasons_msg}```\n```\n{duration_msg}```""")
self._send_msg(msg, ParseMode.MARKDOWN)
@@ -1101,7 +1102,7 @@ class Telegram(RPCHandler):
pair = context.args[0]
trades = self._rpc._rpc_enter_tag_performance(pair)
output = "<b>Buy Tag Performance:</b>\n"
output = "<b>Entry Tag Performance:</b>\n"
for i, trade in enumerate(trades):
stat_line = (
f"{i+1}.\t <code>{trade['enter_tag']}\t"
@@ -1122,7 +1123,7 @@ class Telegram(RPCHandler):
self._send_msg(str(e))
@authorized_only
def _sell_reason_performance(self, update: Update, context: CallbackContext) -> None:
def _exit_reason_performance(self, update: Update, context: CallbackContext) -> None:
"""
Handler for /sells.
Shows a performance statistic from finished trades
@@ -1135,11 +1136,11 @@ class Telegram(RPCHandler):
if context.args and isinstance(context.args[0], str):
pair = context.args[0]
trades = self._rpc._rpc_sell_reason_performance(pair)
output = "<b>Sell Reason Performance:</b>\n"
trades = self._rpc._rpc_exit_reason_performance(pair)
output = "<b>Exit Reason Performance:</b>\n"
for i, trade in enumerate(trades):
stat_line = (
f"{i+1}.\t <code>{trade['sell_reason']}\t"
f"{i+1}.\t <code>{trade['exit_reason']}\t"
f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} "
f"({trade['profit_ratio']:.2%}) "
f"({trade['count']})</code>\n")
@@ -1151,7 +1152,7 @@ class Telegram(RPCHandler):
output += stat_line
self._send_msg(output, parse_mode=ParseMode.HTML,
reload_able=True, callback_path="update_sell_reason_performance",
reload_able=True, callback_path="update_exit_reason_performance",
query=update.callback_query)
except RPCException as e:
self._send_msg(str(e))

4
freqtrade/templates/strategy_analysis_example.ipynb
View File

@@ -187,7 +187,7 @@
"trades = load_backtest_data(backtest_dir)\n",
"\n",
"# Show value-counts per pair\n",
"trades.groupby(\"pair\")[\"sell_reason\"].value_counts()"
"trades.groupby(\"pair\")[\"exit_reason\"].value_counts()"
]
},
{
@@ -257,7 +257,7 @@
"trades = load_trades_from_db(\"sqlite:///tradesv3.sqlite\")\n",
"\n",
"# Display results\n",
"trades.groupby(\"pair\")[\"sell_reason\"].value_counts()"
"trades.groupby(\"pair\")[\"exit_reason\"].value_counts()"
]
},
{